Penalized sample average approximation methods for stochastic mathematical programs with complementarity constraints
This paper considers a one-stage stochastic mathematical program with a complementarity constraint (SMPCC) where uncertainties appear in both the objective function and the comple- mentarity constraint, and an optimal decision on both upper and lower level decision variables must be made before the...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
2010-05.
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| Subjects: | |
| Online Access: | Get fulltext |